There are increased concerns about depression and anxiety among college students. Thus in need of actions to find proper intervention strategies to target this issue. The purpose of this study was to examine association between leisure-time physical activity and stress vulnerability among college students. A modified survey including physical activity and stress vulnerability questions were administered to 120 college students. Forty percent of the sample fell in physically inactive category, with less than 150 minutes of physical activity each week. Twenty-one percent of sample showed symptoms of depression or anxiety. A standard linear regression analysis revealed a significant association between leisure-time physical activity and depression (r = -0.55, p < 0.01). In addition, social network was found to have a significant correlation with leisure-time physical activity (r = 0.58, p < 0.001). It also found that walking, jogging, and running were physical activities in which college students engaged most.